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arXiv:0810.1994 [math.PR]AbstractReferencesReviewsResources

Convolutions of long-tailed and subexponential distributions

Serguei Foss, Dmitry Korshunov, Stan Zachary

Published 2008-10-12, updated 2008-11-28Version 2

Convolutions of long-tailed and subexponential distributions play a major role in the analysis of many stochastic systems. We study these convolutions, proving some important new results through a simple and coherent approach, and showing also that the standard properties of such convolutions follow as easy consequences.

Comments: 13 pages
Journal: Journal of Applied Probability, 46 (2009), 756--767
Categories: math.PR
Subjects: 60E05, 60F10, 60G70
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